KeepVid lets you download videos from popular streaming sites
KeepVid works by using a bookmarklet on the page that is hosting the video you would like to download. If you're not sure whether KeepVid supports downloading from your favorite site, just give it a shot; you might be surprised!
The home page for KeepVid is surprisingly sparse, and doesn't really give any clues about KeepVid's true power. It's unusual (and kind of refreshing) for a service like this to be so understated. I guess they figure the service speaks for itself.